CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 409-0 419-0 10-0 2.4% 429-4
High 414-4 437-0 22-4 5.4% 437-0
Low 405-0 419-0 14-0 3.5% 404-4
Close 411-0 436-6 25-6 6.3% 436-6
Range 9-4 18-0 8-4 89.5% 32-4
ATR
Volume 10,942 13,477 2,535 23.2% 74,547
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 484-7 478-7 446-5
R3 466-7 460-7 441-6
R2 448-7 448-7 440-0
R1 442-7 442-7 438-3 445-7
PP 430-7 430-7 430-7 432-4
S1 424-7 424-7 435-1 427-7
S2 412-7 412-7 433-4
S3 394-7 406-7 431-6
S4 376-7 388-7 426-7
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 523-5 512-5 454-5
R3 491-1 480-1 445-6
R2 458-5 458-5 442-6
R1 447-5 447-5 439-6 453-1
PP 426-1 426-1 426-1 428-6
S1 415-1 415-1 433-6 420-5
S2 393-5 393-5 430-6
S3 361-1 382-5 427-6
S4 328-5 350-1 418-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-0 404-4 32-4 7.4% 11-1 2.5% 99% True False 14,909
10 471-4 404-4 67-0 15.3% 10-1 2.3% 48% False False 11,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 513-4
2.618 484-1
1.618 466-1
1.000 455-0
0.618 448-1
HIGH 437-0
0.618 430-1
0.500 428-0
0.382 425-7
LOW 419-0
0.618 407-7
1.000 401-0
1.618 389-7
2.618 371-7
4.250 342-4
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 433-7 431-3
PP 430-7 426-1
S1 428-0 420-6

These figures are updated between 7pm and 10pm EST after a trading day.

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